Yes, for such a structure in ATENA this modeling sounds reasonable - shells for the steel profile, solids for the concrete. Unfortunately, the normal embedded reinforcement elements are only uniaxial with no shear or bending resistance, which means you need to model them in 3D and then assign
a) shell elements (if bending/shear of the connectors is only significant in 1 direction; available in both  3D Engineering and Science), or
b) beam elements (by now only available from ATENA Sci/GiD - see section 5.3.2 Beam Material in the ATENA-GiD User's Manual).
Of course, you can always model them using volume elements, too.

Please understand that ATENA is above all targeted for analyzing real behaviour of concrete structures/members, if you need linear design there are definitely better tools available... of course modeling a large frame structure using volume elements is usually not feasible (large models, long calculation times). You could build a truss structure using the 1-D elements for reinforcement bars in ATENA, but no frame - in that case, you need to use ATENA-GiD and the beam elements. Unlike typical design packages, the beam elements divide the cross section into cells (kind of threads in the beam length direction), and are assigned to volumes. This means more work for preparing the geometry compared to line frame models, but on the other hand, this approach makes it easy to combine with volume or shell elements and refine the mesh where needed.